+737.9%
BE vs SMTC
+154.5%
+583.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +10.3% | +2.6% | +7.4% |
| 7D | +4.5% | +12.9% | -8.3% | -1.7% |
| 30D | -20.1% | -25.6% | +5.5% | -6.8% |
| 3M | -0.8% | -4.5% | +3.7% | +0.1% |
| 6M | -26.2% | -8.3% | -17.9% | -23.4% |
| YTD | +141.1% | +69.9% | +71.1% | +80.4% |
| 1Y | +64.8% | +73.9% | -9.1% | +24.1% |
| 3Y | +1,887.4% | +757.7% | +1,129.7% | +393.4% |
| 5Y | +518.1% | +38.7% | +479.4% | +344.3% |
| All | +737.9% | +154.5% | +583.4% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling